Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.612 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49254.02 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 37036.01 Kr¶

PnL: ---------------------------------------> 137.14 Kr¶

DD now: ---------------------------------> -7.278 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 09:02:27.409001'

Anic Portfolio¶

Today¶

Return: -0.1 %¶

This Week¶

Return: -0.1 %¶

Total portfolio value¶

Return including deposits: 61.245 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 0.100000 1668.240000 200.700000 13.680000 1467.540000
HEXPOL B 9 0.000000 1028.700000 10.800000 1.060000 1017.900000
Addnode Group B 11 0.900000 926.750000 8.250000 0.900000 918.500000
Gränges 9 0.190000 927.900000 1.800000 0.190000 926.100000
Sagax B 4 0.090000 852.800000 0.800000 0.090000 852.000000
Clas Ohlson B 12 0.060000 971.400000 0.600000 0.060000 970.800000
AcadeMedia 8 -0.400000 401.200000 0.000000 0.000000 401.200000
VEF 909 -0.390000 1845.270000 0.000000 0.000000 1845.270000
Sagax A 4 -0.930000 852.000000 0.000000 0.000000 852.000000
JM 6 0.000000 862.200000 0.000000 0.000000 862.200000
INVISIO 16 0.000000 3680.000000 0.000000 0.000000 3680.000000
Hexagon B 26 0.000000 3451.500000 0.000000 0.000000 3451.500000
Bufab 3 0.000000 1106.400000 0.000000 0.000000 1106.400000
Biotage 7 0.000000 939.400000 0.000000 0.000000 939.400000
Bilia A 8 -0.180000 897.600000 0.000000 0.000000 897.600000
OX2 13 -0.210000 945.750000 -1.950000 -0.210000 947.700000
Alimak Group 11 -0.240000 924.000000 -2.200000 -0.240000 926.200000
Orrön Energy 180 -0.260000 2034.900000 -2.700000 -0.130000 2037.600000
EQT 4 -0.340000 826.800000 -2.800000 -0.340000 829.600000
Latour B 4 -0.330000 852.400000 -2.800000 -0.330000 855.200000
Indutrade 5 -0.290000 1211.000000 -3.500000 -0.290000 1214.500000
Vitec Software Group B 2 -0.370000 1080.000000 -4.000000 -0.370000 1084.000000
Nordic Waterproofing Holding 7 -0.440000 960.400000 -4.200000 -0.440000 964.600000
Atrium Ljungberg B 5 -0.800000 925.500000 -7.500000 -0.800000 933.000000
Creaspac SPAC 39 -0.320000 3701.100000 -7.800000 -0.210000 3708.900000
Catena 2 -1.010000 781.600000 -8.000000 -1.010000 789.600000
Hexatronic Group 12 -1.970000 945.600000 -18.960000 -1.970000 964.560000
BHG Group 97 -1.400000 1435.600000 -19.400000 -1.330000 1455.000000
TOTAL 37036.010000 137.140000 -7.27843% 36898.870000

Updated:¶

'2023-07-03 09:02:44.206396'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶